+5.3%
LVS vs ALLE
+49.9%
-44.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.5% | -0.1% |
| 7D | +11.1% | -0.6% | +11.6% | +11.4% |
| 30D | +14.7% | +25.3% | -10.7% | +3.3% |
| 3M | -10.9% | +10.3% | -21.2% | -15.1% |
| 6M | -22.3% | +38.0% | -60.4% | -33.8% |
| YTD | -35.8% | +17.8% | -53.6% | -41.4% |
| 1Y | -33.5% | +13.6% | -47.1% | -38.2% |
| 3Y | -11.7% | +89.2% | -100.9% | -37.8% |
| All | +5.3% | +49.9% | -44.6% | -15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ALLE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling